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UniCredit Call 420 MSF 15.01.2025/  DE000HB954R3  /

Frankfurt Zert./HVB
1/10/2025  2:13:17 PM Chg.-0.140 Bid6:57:14 PM Ask6:57:14 PM Underlying Strike price Expiration date Option type
0.700EUR -16.67% 0.480
Bid Size: 35,000		 0.510
Ask Size: 35,000		 MICROSOFT DL-,000... 420.00 - 1/15/2025 Call
 

Master data

WKN: HB954R
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 420.00 -
Maturity: 1/15/2025
Issue date: 8/10/2022
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 40.42
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.70
Historic volatility: 0.19
Parity: -0.77
Time value: 1.02
Break-even: 430.20
Moneyness: 0.98
Premium: 0.04
Premium p.a.: 21.14
Spread abs.: 0.24
Spread %: 30.77%
Delta: 0.43
Theta: -1.34
Omega: 17.35
Rho: 0.02
 

Quote data

Open: 0.680
High: 0.700
Low: 0.640
Previous Close: 0.840
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -75.78%
3 Months
  -65.00%
YTD
  -47.37%
1 Year
  -74.73%
3 Years     -
5 Years     -
1W High / 1W Low: 1.010 0.620
1M High / 1M Low: 3.610 0.620
6M High / 6M Low: 6.030 0.620
High (YTD): 1/6/2025 1.010
Low (YTD): 1/8/2025 0.620
52W High: 7/5/2024 6.420
52W Low: 1/8/2025 0.620
Avg. price 1W:   0.792
Avg. volume 1W:   0.000
Avg. price 1M:   2.078
Avg. volume 1M:   0.000
Avg. price 6M:   2.440
Avg. volume 6M:   598.425
Avg. price 1Y:   3.230
Avg. volume 1Y:   299.213
Volatility 1M:   289.45%
Volatility 6M:   218.62%
Volatility 1Y:   172.58%
Volatility 3Y:   -